[Blotter-commits] r130 - in pkg/blotter: . R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sat Jan 2 13:29:13 CET 2010
Author: braverock
Date: 2010-01-02 13:29:13 +0100 (Sat, 02 Jan 2010)
New Revision: 130
Modified:
pkg/blotter/DESCRIPTION
pkg/blotter/R/addTxn.R
pkg/blotter/R/calcAcctAttr.R
pkg/blotter/R/calcEndEq.R
pkg/blotter/R/calcPortfAttr.R
pkg/blotter/R/calcPortfSummary.R
pkg/blotter/R/calcPosAvgCost.R
pkg/blotter/R/calcRealizedPL.R
pkg/blotter/R/calcTxnAvgCost.R
pkg/blotter/R/calcTxnValue.R
pkg/blotter/R/chart.Posn.R
pkg/blotter/R/getByPortf.R
pkg/blotter/R/getBySymbol.R
pkg/blotter/R/getEndEq.R
pkg/blotter/R/getPos.R
pkg/blotter/R/getPosAvgCost.R
pkg/blotter/R/getPosQty.R
pkg/blotter/R/getRealizedPL.R
pkg/blotter/R/getTxn.R
pkg/blotter/R/getTxnFees.R
pkg/blotter/R/getTxnValue.R
pkg/blotter/R/initAcct.R
pkg/blotter/R/initPortf.R
pkg/blotter/R/initPosPL.R
pkg/blotter/R/initTxn.R
pkg/blotter/R/updateAcct.R
pkg/blotter/R/updateEndEq.R
pkg/blotter/R/updatePortf.R
pkg/blotter/R/updatePosPL.R
Log:
- update copyright to 2010
Modified: pkg/blotter/DESCRIPTION
===================================================================
--- pkg/blotter/DESCRIPTION 2009-12-23 19:01:46 UTC (rev 129)
+++ pkg/blotter/DESCRIPTION 2010-01-02 12:29:13 UTC (rev 130)
@@ -8,7 +8,7 @@
Description: Transaction infrastructure for defining instruments, transactions, portfolios and accounts for trading systems and simulation. Intends to provide portfolio support for multi-asset class and multi-currency portfolios. Still in heavy development.
License: GPL
LazyLoad: yes
-Depends: R (>= 2.4.0), xts, zoo
-Suggests: quantmod
+Depends: R (>= 2.9.0), xts (>= 0.6-8)
+Suggests: quantmod, PerformanceAnalytics, PortfolioAnalytics
URL: http://braverock.com/R/
-Copyright: (c) 2008 - 2009
+Copyright: (c) 2008-2010
Modified: pkg/blotter/R/addTxn.R
===================================================================
--- pkg/blotter/R/addTxn.R 2009-12-23 19:01:46 UTC (rev 129)
+++ pkg/blotter/R/addTxn.R 2010-01-02 12:29:13 UTC (rev 130)
@@ -59,7 +59,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/calcAcctAttr.R
===================================================================
--- pkg/blotter/R/calcAcctAttr.R 2009-12-23 19:01:46 UTC (rev 129)
+++ pkg/blotter/R/calcAcctAttr.R 2010-01-02 12:29:13 UTC (rev 130)
@@ -26,7 +26,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/calcEndEq.R
===================================================================
--- pkg/blotter/R/calcEndEq.R 2009-12-23 19:01:46 UTC (rev 129)
+++ pkg/blotter/R/calcEndEq.R 2010-01-02 12:29:13 UTC (rev 130)
@@ -24,7 +24,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/calcPortfAttr.R
===================================================================
--- pkg/blotter/R/calcPortfAttr.R 2009-12-23 19:01:46 UTC (rev 129)
+++ pkg/blotter/R/calcPortfAttr.R 2010-01-02 12:29:13 UTC (rev 130)
@@ -58,7 +58,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/calcPortfSummary.R
===================================================================
--- pkg/blotter/R/calcPortfSummary.R 2009-12-23 19:01:46 UTC (rev 129)
+++ pkg/blotter/R/calcPortfSummary.R 2010-01-02 12:29:13 UTC (rev 130)
@@ -29,7 +29,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/calcPosAvgCost.R
===================================================================
--- pkg/blotter/R/calcPosAvgCost.R 2009-12-23 19:01:46 UTC (rev 129)
+++ pkg/blotter/R/calcPosAvgCost.R 2010-01-02 12:29:13 UTC (rev 130)
@@ -26,7 +26,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/calcRealizedPL.R
===================================================================
--- pkg/blotter/R/calcRealizedPL.R 2009-12-23 19:01:46 UTC (rev 129)
+++ pkg/blotter/R/calcRealizedPL.R 2010-01-02 12:29:13 UTC (rev 130)
@@ -33,7 +33,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/calcTxnAvgCost.R
===================================================================
--- pkg/blotter/R/calcTxnAvgCost.R 2009-12-23 19:01:46 UTC (rev 129)
+++ pkg/blotter/R/calcTxnAvgCost.R 2010-01-02 12:29:13 UTC (rev 130)
@@ -21,7 +21,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/calcTxnValue.R
===================================================================
--- pkg/blotter/R/calcTxnValue.R 2009-12-23 19:01:46 UTC (rev 129)
+++ pkg/blotter/R/calcTxnValue.R 2010-01-02 12:29:13 UTC (rev 130)
@@ -21,7 +21,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/chart.Posn.R
===================================================================
--- pkg/blotter/R/chart.Posn.R 2009-12-23 19:01:46 UTC (rev 129)
+++ pkg/blotter/R/chart.Posn.R 2010-01-02 12:29:13 UTC (rev 130)
@@ -43,7 +43,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/getByPortf.R
===================================================================
--- pkg/blotter/R/getByPortf.R 2009-12-23 19:01:46 UTC (rev 129)
+++ pkg/blotter/R/getByPortf.R 2010-01-02 12:29:13 UTC (rev 130)
@@ -32,7 +32,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/getBySymbol.R
===================================================================
--- pkg/blotter/R/getBySymbol.R 2009-12-23 19:01:46 UTC (rev 129)
+++ pkg/blotter/R/getBySymbol.R 2010-01-02 12:29:13 UTC (rev 130)
@@ -42,7 +42,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/getEndEq.R
===================================================================
--- pkg/blotter/R/getEndEq.R 2009-12-23 19:01:46 UTC (rev 129)
+++ pkg/blotter/R/getEndEq.R 2010-01-02 12:29:13 UTC (rev 130)
@@ -21,7 +21,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/getPos.R
===================================================================
--- pkg/blotter/R/getPos.R 2009-12-23 19:01:46 UTC (rev 129)
+++ pkg/blotter/R/getPos.R 2010-01-02 12:29:13 UTC (rev 130)
@@ -26,7 +26,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/getPosAvgCost.R
===================================================================
--- pkg/blotter/R/getPosAvgCost.R 2009-12-23 19:01:46 UTC (rev 129)
+++ pkg/blotter/R/getPosAvgCost.R 2010-01-02 12:29:13 UTC (rev 130)
@@ -21,7 +21,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/getPosQty.R
===================================================================
--- pkg/blotter/R/getPosQty.R 2009-12-23 19:01:46 UTC (rev 129)
+++ pkg/blotter/R/getPosQty.R 2010-01-02 12:29:13 UTC (rev 130)
@@ -21,7 +21,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/getRealizedPL.R
===================================================================
--- pkg/blotter/R/getRealizedPL.R 2009-12-23 19:01:46 UTC (rev 129)
+++ pkg/blotter/R/getRealizedPL.R 2010-01-02 12:29:13 UTC (rev 130)
@@ -23,7 +23,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/getTxn.R
===================================================================
--- pkg/blotter/R/getTxn.R 2009-12-23 19:01:46 UTC (rev 129)
+++ pkg/blotter/R/getTxn.R 2010-01-02 12:29:13 UTC (rev 130)
@@ -20,7 +20,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/getTxnFees.R
===================================================================
--- pkg/blotter/R/getTxnFees.R 2009-12-23 19:01:46 UTC (rev 129)
+++ pkg/blotter/R/getTxnFees.R 2010-01-02 12:29:13 UTC (rev 130)
@@ -9,7 +9,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/getTxnValue.R
===================================================================
--- pkg/blotter/R/getTxnValue.R 2009-12-23 19:01:46 UTC (rev 129)
+++ pkg/blotter/R/getTxnValue.R 2010-01-02 12:29:13 UTC (rev 130)
@@ -22,7 +22,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/initAcct.R
===================================================================
--- pkg/blotter/R/initAcct.R 2009-12-23 19:01:46 UTC (rev 129)
+++ pkg/blotter/R/initAcct.R 2010-01-02 12:29:13 UTC (rev 130)
@@ -57,7 +57,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/initPortf.R
===================================================================
--- pkg/blotter/R/initPortf.R 2009-12-23 19:01:46 UTC (rev 129)
+++ pkg/blotter/R/initPortf.R 2010-01-02 12:29:13 UTC (rev 130)
@@ -38,7 +38,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/initPosPL.R
===================================================================
--- pkg/blotter/R/initPosPL.R 2009-12-23 19:01:46 UTC (rev 129)
+++ pkg/blotter/R/initPosPL.R 2010-01-02 12:29:13 UTC (rev 130)
@@ -23,7 +23,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/initTxn.R
===================================================================
--- pkg/blotter/R/initTxn.R 2009-12-23 19:01:46 UTC (rev 129)
+++ pkg/blotter/R/initTxn.R 2010-01-02 12:29:13 UTC (rev 130)
@@ -25,7 +25,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/updateAcct.R
===================================================================
--- pkg/blotter/R/updateAcct.R 2009-12-23 19:01:46 UTC (rev 129)
+++ pkg/blotter/R/updateAcct.R 2010-01-02 12:29:13 UTC (rev 130)
@@ -1,5 +1,4 @@
-`updateAcct` <-
-function(Account, Dates)
+updateAcct <- function(Account, Dates)
{ # @author Peter Carl
# DESCRIPTION
@@ -51,7 +50,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/updateEndEq.R
===================================================================
--- pkg/blotter/R/updateEndEq.R 2009-12-23 19:01:46 UTC (rev 129)
+++ pkg/blotter/R/updateEndEq.R 2010-01-02 12:29:13 UTC (rev 130)
@@ -16,7 +16,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/updatePortf.R
===================================================================
--- pkg/blotter/R/updatePortf.R 2009-12-23 19:01:46 UTC (rev 129)
+++ pkg/blotter/R/updatePortf.R 2010-01-02 12:29:13 UTC (rev 130)
@@ -26,7 +26,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/updatePosPL.R
===================================================================
--- pkg/blotter/R/updatePosPL.R 2009-12-23 19:01:46 UTC (rev 129)
+++ pkg/blotter/R/updatePosPL.R 2010-01-02 12:29:13 UTC (rev 130)
@@ -66,7 +66,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
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